+234.4%
SLV vs RUN
-30.6%
+265.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | +0.1% |
| 7D | -1.1% | +3.2% | -4.3% | -1.4% |
| 30D | -14.2% | +19.5% | -33.7% | -15.3% |
| 3M | -20.3% | -9.6% | -10.8% | -20.0% |
| 6M | -40.2% | -37.3% | -2.9% | -38.7% |
| YTD | -27.6% | -50.7% | +23.1% | -25.3% |
| 1Y | +0.4% | -54.1% | +54.5% | +3.9% |
| 3Y | +129.4% | -3.9% | +133.3% | +114.4% |
| 5Y | +99.8% | -84.4% | +184.2% | +101.7% |
| 10Y | +183.2% | +77.5% | +105.7% | +149.8% |
| All | +234.4% | -30.6% | +265.0% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling